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st: Extremely poor performance in repeated ANOVA

From   Michael Ingre <>
To   "" <>
Subject   st: Extremely poor performance in repeated ANOVA
Date   Tue, 03 Feb 2004 09:50:04 +0100

Dear listers

I have tried fitting a repeated measures anova in Stata and I was
surprisingly disappointed with the performance. My dataset contains 17
subjects observed 20 times a day during three different days. It is a simple
two-factor repeated measures ANOVA with a total of 1020 observations.

. anova dv subject day / subject*day time / subject*time day*time
,repeated(day time)

I timed it this morning and Stata/SE (8.2) took 7 minutes 30 seconds to
complete the analyses!!!!

My computer is not the fastest in the world (PowerBook G4, 800Mhz, 640MB
RAM) but SPSS run the same model in seconds!!! (SPSS report 2 seconds
processor time but there is some overhead). And my experience from similar
models in SPSS and StatView (StatView does not calculate epsilon) over the
last five of years or so, is that it should run in seconds rather than
minutes even if the model is considerably larger.

At first I thought this was a bug or a mistake of mine however, I found
another thread on the list describing a similar experience that was neither
suggested to be a bug, nor a mistake. David Airey describes a somewhat
larger ANOVA (38400 obs, 2 between, 4 within) that did not finish within 8
hours but was (supposedly) run in 30 seconds in SAS.

I would appreciate any comment from listers with experience in repeated
measures anova.

And I would especially appreciate an official comment from StataCorp. Is
this the performance we should expect? Is Stata planning to improve the
performance or is anova a low priority procedure in Stata?

For me this is a bit of a drawback experience because I have spoken well
about Stata to my colleagues (for very good reasons of course) and I would
like us to switch completely to Stata and use it as our standard package.
But I'm quite sure my colleagues would not accept the performance I have
experienced. We use ANOVA a lot and to switch to Stata for ANOVA would be
like moving 10 years back in time.


Michael Ingre

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